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International Risk Sharing.
Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-th...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2009.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Matsumoto, Akito. | |
| 245 | 1 | 0 | |a International Risk Sharing. |
| 260 | |a Washington : |b International Monetary Fund, |c 2009. | ||
| 300 | |a 1 online resource (47 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Working Papers | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a I. Introduction; II. A General Result in a Static Framework; III. A Dynamic Sticky-Price Model with Local-Currency Pricing; A. Household Problem; B. Firms; C. Equilibrium Portfolios under LCP and Flexible Wages; D. Equilibrium Portfolios under LCP and Sticky Wages; E.A Dynamic Sticky-Price Model with Producer-Currency Pricing; IV. Conclusion; Tables; 1. Optimal Portfolios under LCP, Flexible Wages; 2. Optimal Portfolios under LCP, Sticky Wages; 3. Optimal Portfolios under PCP, Flexible Wages; 4. Optimal Portfolios under PCP, Sticky Wages; References. | |
| 520 | |a Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the home-bias in equity puzzle. However, we show in a series of dynamic models that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price stickiness of the degree typically calibrated in macroeconomic models. This conclusion holds under a range. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Risk. | |
| 650 | 0 | |a Hedging (Finance) | |
| 650 | 6 | |a Risque. | |
| 650 | 6 | |a Couverture (Finances) | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 7 | |a Risk |2 fast | |
| 700 | 1 | |a Engel, Charles. | |
| 758 | |i has work: |a International risk sharing (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH8MDdTKVqC4jXWG77ckQm |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Matsumoto, Akito. |t International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging? |d Washington : International Monetary Fund, ©2009 |z 9781451872859 |
| 830 | 0 | |a IMF Working Papers. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608271 |z Texto completo |
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